+142.1%
WBD vs OKLO
+249.6%
-107.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.2% | +8.6% | +0.2% |
| 7D | -0.7% | -12.2% | +11.5% | +0.2% |
| 30D | +1.4% | -19.7% | +21.2% | +3.0% |
| 3M | +4.4% | -37.4% | +41.8% | +7.7% |
| 6M | +0.8% | -42.3% | +43.1% | +3.5% |
| YTD | -2.7% | -49.5% | +46.8% | +0.3% |
| 1Y | +73.4% | -54.7% | +128.1% | +75.1% |
| 3Y | +142.1% | +249.6% | -107.5% | +74.0% |
| All | +142.1% | +249.6% | -107.5% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OKLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling